Pages that link to "Item:Q5487827"
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The following pages link to OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING (Q5487827):
Displaying 16 items.
- Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Lévy process-driven asymmetric heteroscedastic option pricing model and empirical analysis (Q1727182) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- Stochastic volatility models with application in option pricing (Q2324121) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Option Pricing Under GARCH Processes Using PDE Methods (Q3098308) (← links)
- (Q3641966) (← links)
- Pricing double-barrier option with processes depending on various states of the economy (Q5046814) (← links)
- A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)
- Option Pricing with Threshold Diffusion Processes (Q5379177) (← links)
